Brief paper: Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems

  • Authors:

  • Mei Hong;Torsten Söderström;Wei Xing Zheng

  • Affiliations:

  • Division of Systems and Control, Department of Information Technology, Uppsala University, P.O. Box 337, SE-75105 Uppsala, Sweden;Division of Systems and Control, Department of Information Technology, Uppsala University, P.O. Box 337, SE-75105 Uppsala, Sweden;School of Computing and Mathematics, University of Western Sydney, Penrith South DC NSW 1797, Australia

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2007

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Abstract

The bias-eliminating least squares (BELS) method is one of the consistent estimators for identifying dynamic errors-in-variables systems. In this paper, we investigate the accuracy properties of the BELS estimates. An explicit expression for the normalized asymptotic covariance matrix of the estimated parameters is derived and supported by some numerical examples.